+14,239.5%
MPWR vs MOD
+577.4%
+13,662.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | -1.3% | +3.6% | -4.9% | -2.4% |
| 30D | -12.8% | -2.6% | -10.2% | -12.3% |
| 3M | -21.3% | -33.1% | +11.8% | -11.4% |
| 6M | +13.7% | -7.5% | +21.3% | +15.8% |
| YTD | +33.3% | +39.3% | -6.0% | +19.0% |
| 1Y | +41.3% | +34.3% | +7.0% | +26.2% |
| 3Y | +145.8% | +296.2% | -150.4% | +56.3% |
| 5Y | +155.6% | +1,504.6% | -1,348.9% | +8.6% |
| 10Y | +1,679.2% | +1,511.5% | +167.7% | +521.0% |
| All | +14,239.5% | +577.4% | +13,662.1% | +4,187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling